Assume that you have been given the following information on Purcell Corporation's call options: Inputs Intermediate Calculations Current stock price = $16 d1 = 1.01713 Time to maturity of option = 9 months d2 = 0.71713 Variance of stock return = 0.12 N(d1) = 0.84545 Strike price of option = $13 N(d2) = 0.76335 Risk-free rate = 7% According to the Black-Scholes option pricing model, what is the option's value? Do not round intermediate calculations. Round your answer to the nearest cent. Use only the values provided in the problem statement for your calculations. $